+1,034.6%
SO vs PRU
+806.6%
+228.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -0.2% | +1.9% | -2.0% | -0.4% |
| 30D | -4.6% | +2.7% | -7.3% | -5.0% |
| 3M | -3.0% | +19.5% | -22.5% | -5.6% |
| 6M | -8.3% | +26.6% | -34.9% | -11.6% |
| YTD | +3.5% | +12.3% | -8.8% | +1.4% |
| 1Y | -0.9% | +18.0% | -19.0% | -3.8% |
| 3Y | +45.4% | +47.0% | -1.7% | +35.4% |
| 5Y | +59.6% | +48.4% | +11.2% | +47.2% |
| 10Y | +156.6% | +142.4% | +14.2% | +112.0% |
| All | +1,034.6% | +806.6% | +228.0% | +529.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling